PSIX vs. NRG

Last updated Jun 23, 2026

PSIX (Power Solutions International, Inc.) and NRG (NRG Energy, Inc.) are both stocks. PSIX operates in Specialty Industrial Machinery (Industrials), while NRG operates in Utilities - Independent Power Producers (Utilities). Over the past 10 years, PSIX returned 8.29%/yr vs 28.42%/yr for NRG. At a 0.14 correlation, their price movements are largely independent.

Performance

PSIX vs. NRG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Power Solutions International, Inc. (PSIX) and NRG Energy, Inc. (NRG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSIX achieves a -31.55% return, which is significantly lower than NRG's -12.23% return. Over the past 10 years, PSIX has underperformed NRG with an annualized return of 8.29%, while NRG has yielded a comparatively higher 28.42% annualized return.

PSIX

• 1D: -2.98%
• 1M: 0.62%
• YTD: -31.55%
• 6M: -41.65%
• 1Y: -34.45%
• 3Y*: 150.10%
• 5Y*: 52.13%
• 10Y*: 8.29%

NRG

• 1D: 2.85%
• 1M: 0.92%
• YTD: -12.23%
• 6M: -10.95%
• 1Y: -7.52%
• 3Y*: 62.10%
• 5Y*: 34.01%
• 10Y*: 28.42%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PSIX vs. NRG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSIX Power Solutions International, Inc.	-31.55%	92.07%	1,351.22%	-31.67%	0.00%	-9.09%	-58.23%	-14.59%	23.33%	0.00%
NRG NRG Energy, Inc.	-12.23%	78.91%	78.58%	69.36%	-23.47%	18.54%	-2.14%	0.69%	39.59%	133.69%

Correlation

The correlation between PSIX and NRG is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (10Y) Calculated over the trailing 10-year period	0.12
Correlation (All Time) Calculated using the full available price history since Apr 17, 2012	0.14

Over the past year, PSIX and NRG have become more correlated (0.39) than their long-term average of 0.14, meaning their price movements have been converging.

Fundamentals

Market Cap PSIX : $901.99M NRG : $28.89B
EPS PSIX : $4.43 NRG : $1.21
PE Ratio PSIX : 8.83 NRG : 114.70
PEG Ratio PSIX : 0.09 NRG : 1.72
PS Ratio PSIX : 1.54 NRG : 0.85
PB Ratio PSIX : 4.86 NRG : 6.84
Total Revenue (TTM) PSIX : $586.96M NRG : $32.38B
Gross Profit (TTM) PSIX : $172.81M NRG : $4.69B
EBITDA (TTM) PSIX : $102.78M NRG : $2.57B

Return for Risk

PSIX vs. NRG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PSIX

PSIX Risk / Return Rank: 29
PSIX Sharpe Ratio Rank: 28
PSIX Sortino Ratio Rank: 35
PSIX Omega Ratio Rank: 35
PSIX Calmar Ratio Rank: 24
PSIX Martin Ratio Rank: 24

NRG

NRG Risk / Return Rank: 34
NRG Sharpe Ratio Rank: 35
NRG Sortino Ratio Rank: 33
NRG Omega Ratio Rank: 33
NRG Calmar Ratio Rank: 35
NRG Martin Ratio Rank: 32

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PSIX vs. NRG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Power Solutions International, Inc. (PSIX) and NRG Energy, Inc. (NRG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PSIX	NRG	Difference
Sharpe ratio: Return per unit of total volatility	-0.34	-0.17	-0.17
Sortino ratio: Return per unit of downside risk	0.18	0.07	+0.10
Omega ratio: Gain probability vs. loss probability	1.02	1.01	+0.01
Calmar ratio: Return relative to maximum drawdown	-0.50	-0.22	-0.28
Martin ratio: Return relative to average drawdown	-0.91	-0.53	-0.38

PSIX vs. NRG - Sharpe Ratio Comparison

The current PSIX Sharpe Ratio is -0.34, which is lower than the NRG Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of PSIX and NRG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PSIX vs. NRG - Drawdown Comparison

The maximum PSIX drawdown since its inception was -98.55%, which is greater than NRG's maximum drawdown of -79.41%. Use the drawdown chart below to compare losses from any high point for PSIX and NRG.

Drawdown Indicators

	PSIX	NRG	Difference
Max Drawdown Largest peak-to-trough decline	-98.55%	-79.41%	-19.14%
Max Drawdown (1Y) Largest decline over 1 year	-68.60%	-34.24%	-34.36%
Max Drawdown (3Y) Largest decline over 3 years	-68.60%	-34.24%	-34.36%
Max Drawdown (5Y) Largest decline over 5 years	-84.38%	-34.24%	-50.14%
Max Drawdown (10Y) Largest decline over 10 years	-93.77%	-48.76%	-45.01%
Current Drawdown Current decline from peak	-66.22%	-24.29%	-41.93%
Average Drawdown Average peak-to-trough decline	-68.20%	-27.99%	-40.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	38.09%	14.25%	+23.84%

Volatility

PSIX vs. NRG - Volatility Comparison

Power Solutions International, Inc. (PSIX) has a higher volatility of 19.15% compared to NRG Energy, Inc. (NRG) at 12.42%. This indicates that PSIX's price experiences larger fluctuations and is considered to be riskier than NRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSIX	NRG	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.15%	12.42%	+6.73%
Volatility (6M) Calculated over the trailing 6-month period	89.27%	34.43%	+54.84%
Volatility (1Y) Calculated over the trailing 1-year period	102.38%	45.24%	+57.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	113.25%	40.01%	+73.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	105.98%	39.17%	+66.81%

Dividends

PSIX vs. NRG - Dividend Comparison

PSIX has not paid dividends to shareholders, while NRG's dividend yield for the trailing twelve months is around 1.32%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NRG NRG Energy, Inc.	1.32%	1.11%	1.81%	2.92%	4.40%	3.02%	3.20%	0.30%	0.30%	0.42%	1.92%	4.93%
PSIX Power Solutions International, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both PSIX and NRG in my portfolio?

PSIX and NRG have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSIX or NRG?

PSIX has higher volatility (19.15%) compared to NRG (12.42%). In terms of maximum drawdown, PSIX dropped -98.55% vs NRG's -79.41%.

Which has better risk-adjusted returns?

NRG currently has the higher Sharpe Ratio (-0.17 vs -0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.